+90.3%
ZETA vs DOC
+21.8%
+68.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.3% |
| 7D | -5.0% | +8.7% | -13.7% | -5.8% |
| 30D | -3.3% | +7.6% | -11.0% | -4.1% |
| 3M | +31.0% | -5.3% | +36.3% | +32.1% |
| 6M | +72.2% | +27.6% | +44.6% | +67.5% |
| YTD | +56.2% | +32.4% | +23.8% | +44.9% |
| 1Y | +90.3% | +22.9% | +67.4% | +89.0% |
| All | +90.3% | +21.8% | +68.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling